+5,760.6%
CRM vs PTEN
+14.5%
+5,746.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.4% | +3.5% | -7.9% | -5.1% |
| 30D | +28.1% | +17.5% | +10.6% | +23.7% |
| 3M | +48.8% | +12.7% | +36.1% | +43.5% |
| 6M | +28.3% | +33.1% | -4.8% | +18.4% |
| YTD | -6.0% | +116.4% | -122.5% | -22.5% |
| 1Y | +1.4% | +141.2% | -139.7% | -18.8% |
| 3Y | +11.8% | -3.8% | +15.6% | +4.4% |
| 5Y | -2.0% | +92.7% | -94.7% | -27.6% |
| 10Y | +239.6% | -17.1% | +256.7% | +130.0% |
| All | +5,760.6% | +14.5% | +5,746.1% | +2,400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling